+16.7%
ADM vs IRE
-97.2%
+113.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +39.6% | -40.3% | -0.4% |
| 7D | -9.0% | -27.2% | +18.2% | -9.0% |
| 30D | -14.0% | -75.1% | +61.1% | -14.4% |
| 3M | -9.2% | -77.9% | +68.7% | -9.7% |
| 6M | -9.2% | -94.6% | +85.4% | -9.9% |
| YTD | +24.2% | -91.5% | +115.8% | +24.4% |
| 1Y | +27.0% | -97.8% | +124.8% | +21.8% |
| All | +16.7% | -97.2% | +113.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling